unless you're somehow emotionaly attached to your furniture then i would highly advise against shipping any household items from the states.

Yes you would definitely need a transformer for all electrical appliances, and chances are your dvd players will be useless since the US and middle eastern dvd regions are not the same.

And if i'm not mistaken it would probably cost you more to ship your items all the way from the US than to actually buy new ones once you arrive in Qatar. You'll find that most household items offered in the Qatari market are cheaper, and you'll have no trouble at all reselling them once you decide to leave the country.